138 lines
6.2 KiB
Python
138 lines
6.2 KiB
Python
"""自有库（Postgres）ORM 模型与会话。
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看板只读自有库；ETL 把内网库数据同步进这里。
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建表：正式部署用 ddl/own_db_init.sql；本模块也提供 init_db() 供开发期 create_all。
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"""
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from __future__ import annotations
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from datetime import date, datetime
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from typing import Iterator
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from sqlalchemy import (
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BigInteger,
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Date,
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DateTime,
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Integer,
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Numeric,
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String,
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Text,
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UniqueConstraint,
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create_engine,
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func,
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)
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from sqlalchemy.orm import DeclarativeBase, Mapped, Session, mapped_column, sessionmaker
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from .config import get_settings
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settings = get_settings()
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engine = create_engine(settings.own_db_dsn, pool_pre_ping=True, future=True)
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SessionLocal = sessionmaker(bind=engine, autoflush=False, expire_on_commit=False, future=True)
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class Base(DeclarativeBase):
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pass
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class IndexDaily(Base):
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"""指数日线（同步落地）。OHLC 缺源时 open=high=low=close，ohlc_source='close_only'。"""
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__tablename__ = "index_daily"
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__table_args__ = (UniqueConstraint("index_code", "trade_date", name="uq_index_daily"),)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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index_code: Mapped[str] = mapped_column(String(16), index=True)
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trade_date: Mapped[date] = mapped_column(Date, index=True)
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open: Mapped[float | None] = mapped_column(Numeric(16, 4))
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high: Mapped[float | None] = mapped_column(Numeric(16, 4))
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low: Mapped[float | None] = mapped_column(Numeric(16, 4))
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close: Mapped[float | None] = mapped_column(Numeric(16, 4))
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volume: Mapped[int | None] = mapped_column(BigInteger) # 成交量(手)，如源有
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amount: Mapped[float | None] = mapped_column(Numeric(24, 4)) # 成交额(元)
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pct_chg: Mapped[float | None] = mapped_column(Numeric(10, 4)) # 涨跌幅 %
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turnover_rate: Mapped[float | None] = mapped_column(Numeric(10, 4))
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ohlc_source: Mapped[str] = mapped_column(String(24), default="close_only")
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updated_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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class SentimentDaily(Base):
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"""情绪日度（源自 gp_market_sentiment，可扩展两融/开户等）。"""
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__tablename__ = "sentiment_daily"
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trade_date: Mapped[date] = mapped_column(Date, primary_key=True)
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up_down_ratio: Mapped[float | None] = mapped_column(Numeric(10, 4)) # 涨跌家数比
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median_pct_chg: Mapped[float | None] = mapped_column(Numeric(10, 4)) # 全市场涨跌幅中位数
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pct_chg_gt_5_count: Mapped[int | None] = mapped_column(Integer) # 涨幅>5%家数（涨停潮代理）
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limit_up_count: Mapped[int | None] = mapped_column(Integer)
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limit_down_count: Mapped[int | None] = mapped_column(Integer)
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margin_balance: Mapped[float | None] = mapped_column(Numeric(24, 4)) # 两融余额(元)
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new_accounts: Mapped[int | None] = mapped_column(Integer) # 新增开户数
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sentiment_score: Mapped[float | None] = mapped_column(Numeric(10, 4)) # 归一情绪分 0-100
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updated_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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class EtfFlow(Base):
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"""ETF 流入（人工/导入/自动）。可按单只 ETF 或按类别聚合存。"""
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__tablename__ = "etf_flow"
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__table_args__ = (
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UniqueConstraint("trade_date", "etf_code", name="uq_etf_flow"),
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)
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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trade_date: Mapped[date] = mapped_column(Date, index=True)
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etf_code: Mapped[str] = mapped_column(String(24), default="") # 空串=类别聚合行
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etf_name: Mapped[str | None] = mapped_column(String(64))
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category: Mapped[str | None] = mapped_column(String(32)) # broad/chinext/star/...
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related_index: Mapped[str | None] = mapped_column(String(16)) # 关联指数 dot 式
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net_inflow: Mapped[float | None] = mapped_column(Numeric(20, 4)) # 净流入(亿元)
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shares_change: Mapped[float | None] = mapped_column(Numeric(20, 4)) # 份额变化(亿份)
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source: Mapped[str] = mapped_column(String(16), default="manual") # manual/import/auto
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note: Mapped[str | None] = mapped_column(Text)
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created_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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class MarketEvent(Base):
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"""重大事件（证监会抓人、巨无霸IPO、政策等）。"""
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__tablename__ = "market_event"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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event_date: Mapped[date] = mapped_column(Date, index=True)
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title: Mapped[str] = mapped_column(String(255))
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category: Mapped[str] = mapped_column(String(32), default="其他") # 监管/IPO/政策/资金/外部/其他
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impact_direction: Mapped[str] = mapped_column(String(16), default="neutral") # bullish/bearish/neutral
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severity: Mapped[int] = mapped_column(Integer, default=3) # 1-5
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related_indices: Mapped[str | None] = mapped_column(String(128)) # CSV，空=全市场
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cycle_tag: Mapped[str] = mapped_column(String(16), default="none") # top/bottom/none 经典顶底标记
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description: Mapped[str | None] = mapped_column(Text)
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source_url: Mapped[str | None] = mapped_column(String(512))
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source: Mapped[str] = mapped_column(String(16), default="manual") # manual/import/auto
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created_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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updated_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now(), onupdate=func.now())
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class CycleAnnotation(Base):
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"""人工顶底标注（复盘用，看板上手动打点）。"""
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__tablename__ = "cycle_annotation"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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index_code: Mapped[str] = mapped_column(String(16), index=True)
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anno_date: Mapped[date] = mapped_column(Date, index=True)
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kind: Mapped[str] = mapped_column(String(16), default="watch") # top/bottom/watch
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note: Mapped[str | None] = mapped_column(Text)
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created_at: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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def init_db() -> None:
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"""开发期便捷建表；正式部署建议用 ddl/own_db_init.sql。"""
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Base.metadata.create_all(bind=engine)
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def get_session() -> Iterator[Session]:
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"""FastAPI 依赖注入用。"""
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with SessionLocal() as s:
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yield s
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